Models for Non Linear Causality Detection in Time Series R package NlinTS version 1.4.7 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Models for non-linear time series analysis and causality detection. The main functionalities of this package consist of an implementation of the classical causality test (C.W.J.Granger 1980) <doi:10.1016/0165-1889(80)90069-X>, and a non-linear version of it based on feed-forward neural networks. This package contains also an implementation of the Transfer Entropy <doi:10.1103/PhysRevLett.85.461>, and the continuous Transfer Entropy using an approximation based on the k-nearest neighbors <doi:10.1103/PhysRevE.69.066138>. There are also some other useful tools, like the VARNN (Vector Auto-Regressive Neural Network) prediction model, the Augmented test of stationarity, and the discrete and continuous entropy and mutual information. Software Depends: Rcpp Imports: methods, timeSeries, Rdpack LinkingTo: Rcpp Youssef Hmamouche <hmamoucheyussef@gmail.com> Comprehensive R Archive Network (CRAN) Youssef Hmamouche [aut, cre] GNU General Public License 2026-03-23 application/tgz https://CRAN.R-project.org/package=NlinTS doi:10.32614/CRAN.package.NlinTS